Stock market reaction to dividend announcements: Emprical evidence from Malaysia
The study investigated the Malaysian stock market reaction to dividend announcements. The study focused on cash dividend announcements for the period of 2009-2010. The data was extracted from Bursa Malaysia official website. In particular, the research examined both the stock price reaction and trad...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 出版: |
2013
|
| 主題: | |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| id |
my-mmu-ep.3877 |
|---|---|
| record_format |
uketd_dc |
| spelling |
my-mmu-ep.38772013-06-20T01:04:06Z Stock market reaction to dividend announcements: Emprical evidence from Malaysia 2013-05-13 Karbalaee, Seyed Mohammadreza HG Finance The study investigated the Malaysian stock market reaction to dividend announcements. The study focused on cash dividend announcements for the period of 2009-2010. The data was extracted from Bursa Malaysia official website. In particular, the research examined both the stock price reaction and trading volume reaction to annual cash dividend announcements. The study employed 115 announcements of final dividend among 65 listed companies by dividing the sample to three clusters of dividend increase, decrease and constant dividend. The event study methodology with market model adjustment to compute the abnormal return and abnormal trading volume was employed as a research method. 2013-05 Thesis http://shdl.mmu.edu.my/3877/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Graduate School of Management |
| institution |
Multimedia University |
| collection |
MMU Institutional Repository |
| topic |
HG Finance |
| spellingShingle |
HG Finance Karbalaee, Seyed Mohammadreza Stock market reaction to dividend announcements: Emprical evidence from Malaysia |
| description |
The study investigated the Malaysian stock market reaction to dividend announcements. The study focused on cash dividend announcements for the period of 2009-2010. The data was extracted from Bursa Malaysia official website. In particular, the research examined both the stock price reaction and trading volume reaction to annual cash dividend announcements. The study employed 115 announcements of final dividend among 65 listed companies by dividing the sample to three clusters of dividend increase, decrease and constant dividend. The event study methodology with market model adjustment to compute the abnormal return and abnormal trading volume was employed as a research method.
|
| format |
Thesis |
| qualification_level |
Master's degree |
| author |
Karbalaee, Seyed Mohammadreza |
| author_facet |
Karbalaee, Seyed Mohammadreza |
| author_sort |
Karbalaee, Seyed Mohammadreza |
| title |
Stock market reaction to dividend announcements: Emprical evidence from Malaysia |
| title_short |
Stock market reaction to dividend announcements: Emprical evidence from Malaysia |
| title_full |
Stock market reaction to dividend announcements: Emprical evidence from Malaysia |
| title_fullStr |
Stock market reaction to dividend announcements: Emprical evidence from Malaysia |
| title_full_unstemmed |
Stock market reaction to dividend announcements: Emprical evidence from Malaysia |
| title_sort |
stock market reaction to dividend announcements: emprical evidence from malaysia |
| granting_institution |
Multimedia University |
| granting_department |
Graduate School of Management |
| publishDate |
2013 |
| _version_ |
1747829559822123008 |